One of the things that encourages sprouts to blow is loose soil. When you plant out you need to really firm the soil down well all the way round, using the heel of your boot and working out so there's a good few inches of compacted soil all the way round the transplant. I used to then put a large square of carpet underlay round the transplant, 12"x 12", none of this tiddly little collar thing. (You cut a slot to one side and a 1" hole in the centre, to get it round the plant.) This stops all sorts of things getting to the base of the plant and climbing up the stalk.
The easy way to get rid of slugs, aphids and other creepy things from your leafy veg is to soak them in a sink of cold salty water for ten minutes or so.
I remember my SIL phoning me up to ask if I had found caterpillars in the broccoli we'd just harvested, her OH had been half way through eating a plateful when she'd noticed. I inspected my half of the crop and it was absolutely crawling with perfectly camouflaged little caterpillars. I don't think she told her OH about them though!